+8.5%
AVTR vs TMF
-83.7%
+92.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +1.0% | +1.0% |
| 7D | +0.5% | -3.4% | +3.9% | +0.6% |
| 30D | +1.5% | +11.5% | -10.0% | +1.4% |
| 3M | +14.2% | -4.5% | +18.7% | +14.3% |
| 6M | +97.4% | -15.0% | +112.3% | +97.9% |
| YTD | +37.3% | -19.9% | +57.1% | +37.7% |
| 1Y | +36.8% | -26.6% | +63.3% | +37.4% |
| 3Y | -15.2% | -29.8% | +14.6% | -14.7% |
| 5Y | -59.2% | -88.2% | +29.0% | -62.2% |
| All | +8.5% | -83.7% | +92.2% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling